On the expected diameter of an \(L_{2}\)-bounded martingale
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Publication:1011162
DOI10.1214/08-AOP406zbMath1159.60020arXiv0807.3571OpenAlexW2035611792MaRDI QIDQ1011162
Isaac Meilijson, David Gilat, Lester E. Dubins
Publication date: 8 April 2009
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0807.3571
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)
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